12d235a1f1
Phase 1: - Real-time signal alerts (Discord/Telegram webhook) - Trading journal with entry/exit tracking - Position sizing calculator (Fixed/Kelly/ATR) Phase 2: - Pension asset allocation (DC/IRP 70% risk limit) - Drawdown monitoring with SVG gauge - Benchmark dashboard (portfolio vs KOSPI vs deposit) Phase 3: - Tax benefit simulation (Korean pension tax rules) - Correlation matrix heatmap - Parameter optimizer with grid search + overfit detection
68 lines
1.8 KiB
Python
68 lines
1.8 KiB
Python
"""
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Strategy optimizer API router.
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"""
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from fastapi import APIRouter, Depends, HTTPException
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from sqlalchemy.orm import Session
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from app.api.deps import CurrentUser
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from app.core.database import get_db
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from app.schemas.optimizer import (
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DEFAULT_GRIDS,
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STRATEGY_TYPES,
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OptimizeRequest,
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OptimizeResponse,
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)
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from app.services.optimizer import OptimizerService
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router = APIRouter(prefix="/api/optimizer", tags=["optimizer"])
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@router.post("", response_model=OptimizeResponse)
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async def run_optimization(
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request: OptimizeRequest,
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current_user: CurrentUser,
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db: Session = Depends(get_db),
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):
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"""Run grid-search optimization for a strategy."""
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if request.strategy_type not in STRATEGY_TYPES:
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raise HTTPException(
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status_code=400,
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detail=f"Unknown strategy_type: {request.strategy_type}. "
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f"Valid types: {STRATEGY_TYPES}",
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)
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service = OptimizerService(db)
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try:
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return service.optimize(request)
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except ValueError as e:
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raise HTTPException(status_code=400, detail=str(e))
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@router.get("/presets/{strategy_type}")
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async def get_preset(
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strategy_type: str,
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current_user: CurrentUser,
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):
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"""Get default parameter grid preset for a strategy type."""
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if strategy_type not in DEFAULT_GRIDS:
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raise HTTPException(
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status_code=404,
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detail=f"No preset for strategy_type: {strategy_type}",
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)
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return {
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"strategy_type": strategy_type,
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"param_grid": DEFAULT_GRIDS[strategy_type],
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}
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@router.get("/presets")
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async def list_presets(
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current_user: CurrentUser,
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):
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"""List all available strategy presets."""
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return {
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"presets": {
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st: DEFAULT_GRIDS[st] for st in STRATEGY_TYPES
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}
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}
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